Sir Mark has always denied direct involvement in the alleged plot
Equatorial Guinea has issued an arrest warrant for Sir Mark Thatcher over his alleged role in a failed 2004 coup.
The country's attorney general said that Sir Mark, son of former British Prime Minister Margaret Thatcher, had provided money and transport.
In 2005, Sir Mark was given a fine and a suspended sentence in South Africa after pleading guilty to unknowingly helping to finance the plot.
However, he has always denied any direct involvement.
He told the UK's Daily Telegraph newspaper he was not worried by the arrest warrant.
"As far as I'm concerned the issue has already been dealt with," he was quoted as saying.
"I've been charged and tried in a court in South Africa on exactly those charges so I don't see what more they can do."
'Part of the team'
But Equatorial Guinea's Attorney General Jose Olo Obono said he had received new evidence against Sir Mark from Simon Mann, a former British army officer awaiting trial for his alleged role in the attempted coup.
"Mark Thatcher provided financing for a coup d'etat in Equatorial Guinea and then he organised all the transport for the coup d'etat," Mr Obono told the Associated Press.
"We don't understand how [South Africa] let him go with just this fine. With an issue like this, we can't just let it go."
In comments to AFP news agency, Mr Obono said that Interpol had been asked to help find Sir Mark, "because we really don't know where he is, no-one knows where he is living."
The Daily Telegraph said that Sir Mark was speaking from the resort of Puerto Banus on the Costa del Sol.
Mann is being held at the notorious Black Beach prison in Malabo, the capital of Equatorial Guinea.
He told a British television station recently that the plot did exist, but he was not the driving force behind it.
The ex-SAS officer also alleged Sir Mark Thatcher was "part of the team".
In the past, Sir Mark has always claimed he was an unwitting conspirator and that as far as he knew, he was helping finance an air ambulance business in West Africa.
The president of Equatorial Guinea, Teodoro Obiang, took power in 1979, in a coup in which he killed his uncle.
Equatorial Guinea is now one of Africa's largest oil producers.